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Make sure you can legally use them, then create a ~/.fonts directory, copy the fonts into it, and run fc-cache ~/.fonts". You may also have to create a ~/.fonts.conf, although on most systems the system-wide fonts.conf already includes ~/.fonts; see man fonts.conf for details.) You will probably have to restart any running programs to get them to see the new fonts, as programs usually read the font directory cache once and save it in memory.

I have occasionally had fonts not work on Linux, probably because they don't quite follow the spec (the FreeType library rejects some things that Windows and OS X allow). There are programs out there that can attempt to fix such fonts; try Google. (Last time I looked was over a year ago.)

(Edit: someone else pointed you to the system-wide folder. You'll need to run sudo fc-cache in that case.)